+22.3%
BMY vs ROIV
+316.9%
-294.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +18.8% | -21.9% | -4.2% |
| 7D | -3.3% | +20.2% | -23.5% | -4.4% |
| 30D | 0.0% | +14.1% | -14.2% | -0.9% |
| 3M | +17.7% | +45.6% | -27.9% | +15.1% |
| 6M | +9.6% | +44.1% | -34.5% | +7.1% |
| YTD | +24.0% | +91.2% | -67.2% | +19.2% |
| 1Y | +45.1% | +221.3% | -176.2% | +36.4% |
| 3Y | +22.5% | +229.2% | -206.7% | +14.2% |
| 5Y | +22.3% | +316.5% | -294.2% | +8.4% |
| All | +22.3% | +316.9% | -294.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling